Technical Note—On Intersection Cuts in Interval Integer Linear Programming
A. Charnes, Daniel Granot, Frieda Granot · Operations Research · 1977
In this note we use the concept of intersection cut, introduced by Balas for integer programming problems, to develop a cutting-plane algorithm for solving integer interval linear programming problems. The idea is to apply the cutting-plane algorithm directly on the interval problem without transforming the problem into an equivalent standard integer problem. Such a transformation would significantly increase the effective size of the problem.